+47.6%
ON vs NYT
+16.5%
+31.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -2.2% |
| 7D | -5.8% | -3.9% | -1.9% | -6.9% |
| 30D | -17.1% | +4.3% | -21.4% | -15.9% |
| 3M | -11.8% | -11.7% | -0.1% | -14.1% |
| 6M | -30.2% | -14.4% | -15.8% | -29.7% |
| YTD | +31.6% | -3.0% | +34.6% | +36.3% |
| 1Y | +47.6% | +16.5% | +31.0% | +65.7% |
| All | +47.6% | +16.5% | +31.0% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling